Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.338908 0.371715 0.407476 0.449562 0.498001 0.552327 0.618322
2025-03-16 0.306201 0.349591 0.399696 0.462490 0.540033 0.633938 0.758301
2025-03-23 0.279960 0.329499 0.389297 0.468083 0.571166 0.704462 0.895168
2025-03-30 0.257983 0.311195 0.377802 0.469325 0.595217 0.767841 1.033239
2025-04-06 0.238621 0.293739 0.364853 0.466130 0.611658 0.822013 1.167896
2025-04-13 0.217129 0.271361 0.342946 0.447725 0.603516 0.838430 1.246805
2025-04-20 0.205768 0.261330 0.336478 0.449797 0.624776 0.901569 1.415144
2025-04-27 0.195400 0.251694 0.329493 0.449995 0.642624 0.961360 1.591416
2025-05-04 0.186035 0.242670 0.322475 0.449133 0.658212 1.019237 1.778575
2025-05-11 0.178718 0.235968 0.318169 0.451788 0.679530 1.090260 2.012549
2025-05-18 0.167821 0.223378 0.304157 0.437608 0.670121 1.102413 2.120003
2025-05-25 0.157277 0.210720 0.289223 0.420651 0.653848 1.098653 2.189077
2025-06-01 0.151971 0.205744 0.286036 0.423370 0.674410 1.174063 2.487041
2025-06-08 0.149473 0.204785 0.288941 0.436518 0.715947 1.301520 2.981235
2025-06-15 0.145594 0.201461 0.287810 0.442474 0.744360 1.406535 3.466442
2025-06-22 0.141139 0.196977 0.284470 0.444118 0.764277 1.496308 3.955517
2025-06-29 0.136196 0.191459 0.279059 0.441464 0.774880 1.565744 4.417124
2025-07-06 0.128962 0.181975 0.266520 0.424576 0.753136 1.548062 4.528654
2025-07-13 0.125653 0.178623 0.264113 0.426610 0.772927 1.645203 5.195887
2025-07-20 0.122250 0.174951 0.260934 0.426862 0.788747 1.735522 5.914318
2025-07-27 0.118895 0.171201 0.257398 0.426104 0.802141 1.822495 6.706342
2025-08-03 0.116270 0.168530 0.255583 0.428595 0.823544 1.939862 7.815020
2025-08-10 0.111347 0.161849 0.246362 0.415435 0.805405 1.927628 8.095159